-26.4%
BA vs FFIV
+35.3%
-61.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.9% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | -7.1% | -32.4% | +25.3% | +5.4% |
| 3M | -25.5% | -25.7% | +0.1% | -18.9% |
| 6M | -28.7% | -13.5% | -15.2% | -27.8% |
| YTD | -21.0% | +21.1% | -42.1% | -32.3% |
| 1Y | -11.9% | +29.4% | -41.3% | -27.1% |
| 3Y | -16.2% | +94.9% | -111.0% | -46.8% |
| All | -26.4% | +35.3% | -61.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling